+57.3%
DRAM vs CHTR
-38.7%
+96.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -3.7% |
| 7D | +18.0% | +5.4% | +12.6% | +20.8% |
| 30D | -17.4% | +24.0% | -41.4% | -9.2% |
| 3M | -20.3% | -11.7% | -8.6% | -20.5% |
| 6M | -14.9% | -10.3% | -4.6% | -10.2% |
| All | +57.3% | -38.7% | +96.0% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling